Improving the acquisition and retention of a new motor skill is of great importance. The present study (i) investigated the effects of difficulty manipulation strategies (gradual difficulty), combined with different modalities of feedback (FB) frequency on performance accuracy and consistency when learning a novel fine motor coordination task, and (ii) examined relationships between novel fine motor task performance and executive function (EF), working memory (WM), and perceived difficulty (PD). Thirty-six, right-handed, novice physical education students volunteered to participate in this study. Participants were divided into three progressive difficulty groups (PDG), 100% visual FB (FB1), 50% FB (FB2), and 33% FB (FB3). Progressive difficulty was increased by the manipulation of the distance to the target; 2 m, 2.37 m, and 3.56 m. Three FB modalities were investigated (i.e.: 100% visual FB (100% FB), 50% reduced feedback condition (50% RFB), and 33% reduced feedback conditions (33% RFB)). Performance assessments were conducted following familiarization, acquisition, and retention learning phases. Two stress-conditions of dart throws were investigated (i.e.: free condition (FC) and time pressure condition (TPC)). After the learning intervention, data showed that, under the free condition, the 100% FB group had a significant improvement in accuracy during all learning phases. Under time pressure condition, for the 50% RFB and the 33% RFB group, the measured variable (accuracy and consistency) showed a significant linear improvement in performance. The association between the percentage of RFB frequencies and the task difficulty (50% group) may be a more appropriate and manageable cognitive load compared to the 33% RFB and the 100% FB group. The present findings could have practical implications for practitioners because, while strategies are clearly necessary for improving learning, the efficacy of the process appears to be essentially based on the characteristics of the learners.